Fixed small bug in performance_metrics/forecasting/_functions.py

[krumeto]

Reference Issues/PRs

There is no currently open issue or PR on this bug

What does this implement/fix? Explain your changes.

In the mase_loss function, there is a check if the training set is prior to test set. In the latest sktime version, the check was comparing y_train.index.max() >= y_test.min() , rather than y_train.index.max() >= y_test.index.min(). In addition, the ValueError raised a comment which was referring to y_pred, while the check performed was against y_test. Both were straightforward fixes.

Does your contribution introduce a new dependency? If yes, which one?

No new dependency.

PR checklist

For all contributions

• I've added myself to the list of contributors.
• Optionally, I've updated sktime's CODEOWNERS to receive notifications about future changes to these files.
• I've added unit tests and made sure they pass locally.

For new estimators

• I've added the estimator to the online documentation.
• I've updated the existing example notebooks or provided a new one to showcase how my estimator works.

Any other comments?

[riteshahuja13]

This is causing the function to break in my use case as well. #426
With these changes it works well.

[mloning]

Thanks for the fix @krumeto and the feedback @riteshahuja13! Synced with master and will merge once all tests pass!